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PPA

Parametric Portfolio Associates Portfolio holdings

AUM $190B
1-Year Est. Return 18.52%
This Fund
S&P 500
This Quarter Est. Return
+8.77%
1 Year Est. Return
+18.52%
3 Year Est. Return
+86.84%
5 Year Est. Return
+137.89%
10 Year Est. Return
–
AUM
$178B
AUM Growth
+$4.1B
Cap. Flow
-$8.48B
Cap. Flow %
-4.75%
Top 10 Hldgs %
21.58%
Holding
4,274
New
229
Increased
2,257
Reduced
1,048
Closed
716

Top Buys

Rank Stock Value
1
VONV icon
Vanguard Russell 1000 Value ETF
VONV
+$478M
2
AMZN icon
Amazon
AMZN
+$159M
3
MSFT icon
Microsoft
MSFT
+$159M
4
RPV icon
Invesco S&P 500 Pure Value ETF
RPV
+$154M
5
AAPL icon
Apple
AAPL
+$152M

Top Sells

Rank Stock Value
1
IWF icon
iShares Russell 1000 Growth ETF
IWF
+$411M
2
GE icon
GE Aerospace
GE
+$356M
3
SI
SIEMENS AKTIENGESELLSCHAFT ADS
SI
+$151M
4
VOO icon
Vanguard S&P 500 ETF
VOO
+$142M
5
IUSG icon
iShares Core S&P US Growth ETF
IUSG
+$122M

Sector Composition

Rank Sector Weight
1 Technology 22.76%
2 Financials 13.47%
3 Healthcare 12.52%
4 Consumer Discretionary 11.11%
5 Communication Services 8.85%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
MRVI icon
2676
Maravai LifeSciences
MRVI
$1.01B
$1.24M ﹤0.01%
29,656
+11,019
+59% +$427K
SOXX icon
2677
iShares Semiconductor ETF
SOXX
$40.6B
$1.24M ﹤0.01%
8,169
+210
+3% +$30K
EVOP
2678
DELISTED
EVO Payments, Inc. Class A Common Stock
EVOP
$1.24M ﹤0.01%
44,529
+4,077
+10% +$116K
TIGR
2679
UP Fintech Holding
TIGR
$858M
$1.23M ﹤0.01%
+42,566
New +$906K
AUD
2680
DELISTED
Audacy, Inc.
AUD
$1.23M ﹤0.01%
285,519
+12,306
+5% +$56.5K
BTU icon
2681
Peabody Energy
BTU
$2.83B
$1.23M ﹤0.01%
154,939
-130
-0.1% -$770
SHI
2682
DELISTED
Sinopec Shanghai Petrochemical Co., Ltd.
SHI
$1.23M ﹤0.01%
52,449
-5,967
-10% -$150K
CLW icon
2683
Clearwater Paper
CLW
$282M
$1.22M ﹤0.01%
42,256
+7,244
+21% +$226K
IGA
2684
Voya Global Advantage and Premium Opportunity Fund
IGA
$156M
$1.22M ﹤0.01%
124,613
+66,012
+113% +$635K
JYNT icon
2685
The Joint Corp
JYNT
$123M
$1.22M ﹤0.01%
14,513
+9,783
+207% +$607K
VRRM icon
2686
Verra Mobility
VRRM
$635M
$1.21M ﹤0.01%
78,957
+14,561
+23% +$211K
BWIN
2687
Baldwin Insurance Group
BWIN
$2.79B
$1.21M ﹤0.01%
45,513
-315
-0.7% -$8.54K
TPC
2688
Tutor Perini Cor
TPC
$4.31B
$1.21M ﹤0.01%
87,535
-17,559
-17% -$280K
FOCS
2689
DELISTED
Focus Financial Partners Inc. Class A
FOCS
$1.2M ﹤0.01%
24,799
+10,172
+70% +$491K
IWN icon
2690
iShares Russell 2000 Value ETF
IWN
$14.5B
$1.2M ﹤0.01%
7,233
-185
-2% -$30.5K
ELP
2691
DELISTED
Companhia Paranaense de Energia (COPEL)
ELP
$1.2M ﹤0.01%
259,479
-119,242
-31% -$546K
SRCE icon
2692
1st Source
SRCE
$2.18B
$1.2M ﹤0.01%
25,784
-9,606
-27% -$460K
EAF icon
2693
GrafTech
EAF
$200M
$1.2M ﹤0.01%
10,295
-4,462
-30% -$560K
LADR
2694
Ladder Capital
LADR
$1.26B
$1.2M ﹤0.01%
103,542
-10,382
-9% -$122K
NGVC icon
2695
Vitamin Cottage Natural Grocers
NGVC
$744M
$1.19M ﹤0.01%
111,024
+246
+0.2% +$3.33K
EMKR
2696
DELISTED
Emcore Corp
EMKR
$1.19M ﹤0.01%
+12,897
New +$1.04M
MNP
2697
DELISTED
Western Asset Municipal Partners Fund, Inc.
MNP
$1.18M ﹤0.01%
71,938
-1,280
-2% -$20.2K
BATRA icon
2698
Atlanta Braves Holdings Series A
BATRA
$3.53B
$1.18M ﹤0.01%
41,753
+381
+0.9% +$10.6K
SEI
2699
Solaris Energy Infrastructure
SEI
$2.9B
$1.17M ﹤0.01%
120,003
-5,851
-5% -$62K
DHS icon
2700
WisdomTree US High Dividend Fund
DHS
$1.59B
$1.17M ﹤0.01%
14,923
-1,690
-10% -$133K
106 107
108
109 110

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AF
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MCM
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PSUF
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IA
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SCC
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BAM
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ACI
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Parametric Portfolio Associates's Q2 2021 Portfolio in Review

As of Q2 2021, Parametric Portfolio Associates held 4,274 positions worth $178B, up 2.4% from $174B the previous quarter. Its ten largest holdings account for 22% of the portfolio.

Parametric Portfolio Associates withdrew a net $8.48B in Q2 2021, closing 716 positions and reducing 1,048 holdings. Its most notable exit was GE Aerospace, an estimated $356M position sold in full.

By sector, the portfolio is most concentrated in Technology at 23% of assets, up from 20% a quarter earlier, followed by Financials and Healthcare.

Against the trend, Parametric Portfolio Associates opened a new position in Vanguard Russell 1000 Value ETF worth $479M.

  • Parametric Portfolio Associates's largest Q2 2021 buy was Vanguard Russell 1000 Value ETF: 6,880,946 shares worth $479M.
  • Parametric Portfolio Associates added most to Amazon in Q2 2021, an estimated $159M increase.
  • Parametric Portfolio Associates's biggest Q2 2021 reduction was iShares Russell 1000 Growth ETF, cutting an estimated $411M.
  • Parametric Portfolio Associates fully exited GE Aerospace in Q2 2021, selling an estimated $356M.
  • Parametric Portfolio Associates's ten largest holdings make up 22% of its $178B portfolio in Q2 2021.
  • Parametric Portfolio Associates opened 229 new positions and closed 716 in Q2 2021.
  • Parametric Portfolio Associates's portfolio value rose 2.4% quarter-over-quarter to $178B.

Based on Parametric Portfolio Associates's 13F filing for Q2 2021, filed 13 Aug 2021.